Anic Equity¶

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Total return since start: 0.57 %¶

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Equity now: -----------------------------> 47972.47 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46577.59 Kr¶

PnL: ---------------------------------------> -310.98 Kr¶

DD now: ---------------------------------> -1.352 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-16 14:22:23.703649'

Anic Portfolio¶

This Week¶

Return: 0.93 %¶

Total¶

Return: 57.059 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 2.760000 2870.000000 234.000000 8.880000 2636.000010
Beijer Electronics Group 26 -0.170000 3130.400000 159.400000 5.370000 2971.000006
Corem Property Group B 59 5.410000 677.910000 100.910000 17.490000 576.999999
Samhällsbyggnadsbo. i Norden B 20 5.360000 447.800000 92.800000 26.140000 355.000000
HMS Networks 2 1.400000 722.000000 49.000000 7.280000 673.000000
Samhällsbyggnadsbo. i Norden D 12 3.890000 269.280000 23.280000 9.460000 246.000000
FM Mattsson Mora Group B 50 0.000000 2950.000000 23.000000 0.790000 2927.000000
Nordea Bank Abp 29 0.790000 3476.520000 22.520000 0.650000 3453.999992
OEM International B 7 1.560000 545.300000 17.300000 3.280000 527.999997
Midsona B 63 1.060000 598.500000 15.500000 2.660000 582.999984
MedCap 2 2.830000 436.000000 15.000000 3.560000 421.000000
Coor Service Management Hold. 8 0.150000 546.800000 14.800000 2.780000 532.000000
Intrum 4 1.430000 540.000000 13.000000 2.470000 527.000000
Boozt 12 -0.220000 1666.800000 12.800000 0.770000 1653.999996
Eastnine 4 -0.470000 503.200000 12.200000 2.480000 491.000000
AcadeMedia 12 0.980000 566.880000 9.880000 1.770000 557.000004
Norva24 Group 16 -0.230000 552.000000 9.000000 1.660000 543.000000
Resurs Holding 22 -0.380000 582.780000 8.780000 1.530000 573.999998
Essity A 4 -0.170000 1156.000000 7.000000 0.610000 1149.000000
Karnov Group 9 -1.960000 540.900000 4.900000 0.910000 536.000004
Essity B 2 0.350000 578.400000 4.400000 0.770000 574.000000
Handelsbanken A 5 0.500000 548.500000 2.500000 0.460000 546.000000
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Securitas B 6 0.980000 569.160000 -0.840000 -0.150000 570.000000
Fastighetsbolag. Emilshus Pref 21 -0.370000 559.650000 -2.350000 -0.420000 562.000005
Swedbank A 3 0.080000 561.450000 -2.550000 -0.450000 564.000000
CTEK 13 2.030000 528.450000 -5.550000 -1.040000 533.999999
SAAB B 8 2.120000 3352.000000 -25.000000 -0.740000 3377.000000
Sampo Oyj SDB 7 0.740000 3790.500000 -59.500000 -1.550000 3850.000000
International Petroleum Corp. 5 2.690000 534.500000 -60.070000 -10.100000 594.565215
Vivesto 1368 1.280000 540.360000 -72.640000 -11.850000 612.999432
OX2 18 -1.470000 1512.000000 -152.000000 -9.130000 1663.999992
Axfood 13 0.590000 3576.300000 -179.700000 -4.780000 3756.000001
Ovzon 52 3.820000 3109.600000 -252.400000 -7.510000 3361.999992
Fasadgruppen Group 35 -0.100000 3461.500000 -349.500000 -9.170000 3810.999990
TOTAL 46580.440000 -308.130000 -1.34602% 46888.564618

Updated:¶

'2023-01-16 14:19:00.907539'
None

Last optimization/rebalancing:¶

'2023-01-14'

Next optimization/rebalancing:¶

'2023-02-23'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶